◇ GLOSSARY
Mark methodology
The venue's published rules for constructing mark from index, premium, and smoothing windows. Differs by exchange; during volatility mark can lag or lead last, affecting liquidations and unrealized P&L.
◇ GLOSSARY
The venue's published rules for constructing mark from index, premium, and smoothing windows. Differs by exchange; during volatility mark can lag or lead last, affecting liquidations and unrealized P&L.